+6.2%
CFG vs BTSG
+30.9%
-24.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | +1.6% | +8.5% | -6.9% | +1.2% |
| 30D | +3.3% | +14.0% | -10.8% | +2.8% |
| 3M | -11.5% | +19.7% | -31.3% | -12.3% |
| 6M | +6.2% | +28.7% | -22.5% | +6.5% |
| All | +6.2% | +30.9% | -24.7% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded BTSG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling